Algebra 4) What is the total variance of the following portfolio consisting of 2 assets invested in the ratio of 1:2. Asset A: E(r) = 0.2, = 0.5 Asset B: E(r) = 0.4, = 0.7 Correlation: -0.8 rf= 0.1 A) 0.14 hot news B) 0.12 C) 0.10 D) 0.08